On Wed, May 12, 2010 at 2:09 AM, Chris Cannam <cannam@xxxxxxxxxxxxxxxxxxxxx> wrote: > On Wed, May 12, 2010 at 2:00 AM, Mark Knecht <markknecht@xxxxxxxxx> wrote: >> This topic is, for me, mainly about learning something about the topic >> of DSP and then applying it to something a bit different. It has >> application, I think, to stock market trading, but at the same time >> I've run across a few papers here and there talking about 'listening' >> to the stock market - converting what's going on into audio to then >> viewing the market from another perspective. > > I have a vague recollection that Thomas Cavicchi's DSP book opens with > a treatment of stock market data. Can't remember to what purpose, > though... > > > Chris > One simple usage is replacing old-style indicators such as moving averages with DSP low pass filters. Whereas a moving average requires summing say the last 50, 80, 100 bars of data and then dividing by the number of bars summed, you can do a two pole low-pass filter by setting up a couple of coefficients and then looking at only the last 3 bars. Thanks for the title reference. Too expensive to buy but maybe I can find a copy at the library. - Mark _______________________________________________ Linux-audio-user mailing list Linux-audio-user@xxxxxxxxxxxxxxxxxxxx http://lists.linuxaudio.org/listinfo/linux-audio-user
